BVT Call 3100 AZO 20.09.2024
/ DE000VM8Z0L5
BVT Call 3100 AZO 20.09.2024/ DE000VM8Z0L5 /
| 7/24/2024 7:43:34 PM |
Chg.-0.040 |
Bid8:41:45 AM |
Ask8:41:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-6.56% |
0.660
Bid Size: 4,600 |
0.820
Ask Size: 4,600 |
AutoZone Inc |
3,100.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM8Z0L |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,100.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/24/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
45.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-1.64 |
| Time value: |
0.59 |
| Break-even: |
2,916.21 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.06 |
| Spread %: |
11.32% |
| Delta: |
0.33 |
| Theta: |
-0.98 |
| Omega: |
14.99 |
| Rho: |
1.31 |
Quote data
| Open: |
0.480 |
| High: |
0.570 |
| Low: |
0.480 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.56% |
| 1 Month |
|
|
-12.31% |
| 3 Months |
|
|
-55.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.570 |
| 1M High / 1M Low: |
0.770 |
0.310 |
| 6M High / 6M Low: |
3.170 |
0.260 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.620 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.534 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.211 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
298.84% |
| Volatility 6M: |
|
243.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
